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Shopify Inc SHOP

TECHNOLOGY · SOFTWARE - APPLICATION
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Market dataready · fetched 2026-10-15T20:03:12.350Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:06.121501552Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:56:57.214755+00:00

Share price$178.14
1D+6.3%
AH$163$167$171$175$1795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHOP
Sold putSold callAH

Shopify Inc options

Live interpolated SHOP call and put midpoint premiums by absolute delta.Shopify Inc$0.55$2.25$3.95$5.66$7.36$161.65$168.76$175.87$182.98$190.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $178.14OPTION PRICELive SHOP spot · $178.14SHOP PRICE$0.79$1.09$1.37$1.59$1.82$2.14$2.46$2.79$3.53$4.28$4.93$5.45$5.97$0.73$0.99$1.25$1.58$1.92$2.25$2.67$3.10$3.52$4.14$4.79$5.55$6.87
PutsExpensive1.12×
CallsCheap0.73×
SkewBullish-2.94 pp
Implied moveBearish±$5.14
TiltBalanced1.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ184.3475.0%3.9%173.0067.4%3.3%
25Δ183.3177.7%3.5%173.9668.2%2.9%
30Δ182.2578.8%3.1%174.9368.9%2.5%
35Δ181.0874.1%2.5%175.7869.2%2.2%
40Δ179.9469.6%2.0%176.6269.4%1.9%
45Δ179.1268.3%1.8%177.4669.6%1.6%
50Δ178.3167.1%1.5%178.2769.2%1.4%
55Δ177.4965.8%1.2%179.0868.7%1.2%
60Δ176.5270.2%1.1%179.8968.3%1.0%
65Δ175.5574.7%0.9%180.8068.5%0.8%
70Δ174.6375.7%0.8%181.7368.8%0.7%
75Δ173.7972.2%0.6%182.7669.7%0.5%
80Δ172.9468.7%0.4%184.2873.8%0.4%

20Δ

Calls
Pseudo strike
184.34
IV
75.0%
B/E move
3.9%
Puts
Pseudo strike
173.00
IV
67.4%
B/E move
3.3%

25Δ

Calls
Pseudo strike
183.31
IV
77.7%
B/E move
3.5%
Puts
Pseudo strike
173.96
IV
68.2%
B/E move
2.9%

30Δ

Calls
Pseudo strike
182.25
IV
78.8%
B/E move
3.1%
Puts
Pseudo strike
174.93
IV
68.9%
B/E move
2.5%

35Δ

Calls
Pseudo strike
181.08
IV
74.1%
B/E move
2.5%
Puts
Pseudo strike
175.78
IV
69.2%
B/E move
2.2%

40Δ

Calls
Pseudo strike
179.94
IV
69.6%
B/E move
2.0%
Puts
Pseudo strike
176.62
IV
69.4%
B/E move
1.9%

45Δ

Calls
Pseudo strike
179.12
IV
68.3%
B/E move
1.8%
Puts
Pseudo strike
177.46
IV
69.6%
B/E move
1.6%

50Δ

Calls
Pseudo strike
178.31
IV
67.1%
B/E move
1.5%
Puts
Pseudo strike
178.27
IV
69.2%
B/E move
1.4%

55Δ

Calls
Pseudo strike
177.49
IV
65.8%
B/E move
1.2%
Puts
Pseudo strike
179.08
IV
68.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
176.52
IV
70.2%
B/E move
1.1%
Puts
Pseudo strike
179.89
IV
68.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
175.55
IV
74.7%
B/E move
0.9%
Puts
Pseudo strike
180.80
IV
68.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
174.63
IV
75.7%
B/E move
0.8%
Puts
Pseudo strike
181.73
IV
68.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
173.79
IV
72.2%
B/E move
0.6%
Puts
Pseudo strike
182.76
IV
69.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
172.94
IV
68.7%
B/E move
0.4%
Puts
Pseudo strike
184.28
IV
73.8%
B/E move
0.4%